1. Lecture 0, Part 1: Introduction
   PPT   PDF
   
   

2. Lecture 0, Part 2: Preliminaries
   PPT   PDF
   
   Suggested reading:
   • Chapter 2 (Convex sets) of Convex Optimization
   • Chapter 3 (Convex functions) of Convex Optimization
   • Chapter 4 (Convex programming) of Convex Optimization

3. Lecture 1, Part 1: Subgradient Descent
   PPT   PDF
   
   Suggested reading:
   • Chapter 3 of Convex Optimization: Algorithms and Complexity

4. Lecture 1, Part 2: Stochastic Optimization
   PPT   PDF
   
   Suggested reading:
   • Chapter 6 of Convex Optimization: Algorithms and Complexity

5. Lecture 2, Part 1: SVM Duality
   PPT   PDF
   
   Suggested reading:
   • Chapter 5 (Duality) of Convex Optimization

6. Lecture 2, Part 2: Linear Programming Duality
   PPT   PDF
   
   Suggested reading:
   • Chapter 5 (Duality) of Convex Optimization

7. Lecture 2, Part 3: Duality
   PPT   PDF
   
   Suggested reading:
   • Chapter 5 (Duality) of Convex Optimization
   • Block-Coordinate Frank-Wolfe Optimization for Structural SVMs

8. Lecture 3: Mirror Descent
   PPT   PDF
   
   Suggested reading:
   • Chapter 4 of Convex Optimization: Algorithms and Complexity

9. Lecture 4: Convex relaxations
   PPT   PDF
   
   Suggested reading:
   • Quadratic Programming Relaxations for Metric Labeling
   • Approximation Algorithms for Classification Problems with Pairwise Relationships
   • An LP Formulation and Approximation Algorithms for the Metric Labeling Problem

Please see the Programming Assignments Webpage for a detailed description and initial code.

Convex Optimization: Algorithms and Complexity, Sebastien Bubeck
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Convex Optimization, Stephen Boyd and Lieven Vandenberghe.
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Introduction to Online Convex Optimization, Elad Hazan.
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Design of Approximation Algorithms, David P. Williamson and David B. Shmoys.
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